Statements (33)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
Financial derivative
|
| gptkbp:alternativeTo |
Credit default swap
|
| gptkbp:canReferTo |
Bonds
Loans Equities Credit default swaps Indices |
| gptkbp:commonIn |
Balance sheet management
Regulatory capital arbitrage Synthetic financing |
| gptkbp:hasComponent |
Total return payer
Total return receiver |
| https://www.w3.org/2000/01/rdf-schema#label |
Total return swap
|
| gptkbp:introducedIn |
1990s
|
| gptkbp:involves |
Periodic payments
Floating rate payment Reference asset Total return |
| gptkbp:purpose |
Leverage
Hedging Speculation Transfer economic exposure |
| gptkbp:regulates |
gptkb:ISDA_Master_Agreement
|
| gptkbp:riskFactor |
Market risk
Counterparty risk Credit risk |
| gptkbp:settlementType |
Cash settlement
Physical settlement |
| gptkbp:usedIn |
Finance
Investment banking Hedge funds |
| gptkbp:bfsParent |
gptkb:Swaps
|
| gptkbp:bfsLayer |
7
|